+305.4%
ADM vs ET
+1,310.3%
-1,004.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +4.2% | +2.5% | +1.7% | +3.5% |
| 30D | -12.8% | -2.5% | -10.4% | -12.4% |
| 3M | -8.5% | -4.9% | -3.6% | -7.4% |
| 6M | -10.9% | -0.1% | -10.8% | -11.0% |
| YTD | +29.4% | +26.2% | +3.2% | +21.8% |
| 1Y | +27.5% | +25.2% | +2.4% | +20.3% |
| 3Y | +10.3% | +84.2% | -73.8% | -6.8% |
| 5Y | +27.4% | +216.1% | -188.7% | -6.5% |
| 10Y | +134.6% | +160.7% | -26.1% | +66.9% |
| All | +305.4% | +1,310.3% | -1,004.8% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling